Text-based conversations between users with searchable history in Microsoft Teams Free
Are you sure that you have signed in to Teams with exactly the same account as you have used with Skype?
Your old Skype chats should have been available in Teams, but only if you have used the right account. However, if the chat you are looking for is the "self-chat" named "Your Name (You)", then this chat was recently deleted, and is no longer available in Teams.
Also, there are some restrictions regarding contacts which have not been active for long time. Chats with these contacts might also have been removed from Teams.
https://support.microsoft.com/en-us/skype/skype-is-retiring-in-may-2025-what-you-need-to-know